-48.5%
TE vs ROK
+44.8%
-93.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.1% | -5.6% | -5.8% |
| 7D | +0.9% | -1.6% | +2.5% | +2.3% |
| 30D | -16.3% | -5.4% | -10.8% | -11.9% |
| 3M | -40.8% | -4.0% | -36.8% | -38.5% |
| 6M | -42.6% | +13.3% | -55.9% | -48.6% |
| YTD | -31.4% | +9.3% | -40.8% | -36.7% |
| 1Y | +144.9% | +25.8% | +119.1% | +101.5% |
| 3Y | -26.0% | +49.1% | -75.1% | -48.1% |
| 5Y | -48.5% | +45.9% | -94.3% | -61.5% |
| All | -48.5% | +44.8% | -93.3% | -61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ROK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling